Is this behavior new to daily build ?
If it doesn't happen before, it's bug. If it happens always, that's just how it is, 3dsMax/Corona is not color-managed, so it will always saturate up to monitor's gamut, which will always be more then color-managed environment (Photoshop). Only way to solve that is by clamping your windows environment down to sRGB, which is not real-color managed solution, but ugly band-aid that... sorta works around the issue.